The future muon collider has the potential to discover feebly interacting particles in a wide range of masses above the electroweak scale. It is particularly suitable to search for heavy neutral leptons (HNLs), as their production cross section sigma~1/m_W^2 is not suppressed by the new physics scale. We demonstrate that the muon collider, with the capacity to observe up to 10^5 events in the previously unexplored TeV mass range, provides the means to measure the fraction of lepton number violating (LNV) processes with precision at the level of a percent. This capability enables elucidating the nature of HNLs, allowing us to differentiate between Majorana, Dirac, and non-minimal scenarios featuring multiple degenerate HNLs. We link the observed fraction of LNV processes to the parameters of the model with three degenerate HNLs, which could be responsible for generating baryon asymmetry in the Universe. Additionally, we present a simple estimate for the number of signal events, as well as analyze the feasibility of vector boson fusion processes in searches for HNLs.
